CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	0.9731	0.9730	-0.0001	0.0%	0.9776
High	0.9747	0.9749	0.0002	0.0%	0.9787
Low	0.9710	0.9671	-0.0039	-0.4%	0.9665
Close	0.9726	0.9694	-0.0032	-0.3%	0.9718
Range	0.0037	0.0078	0.0041	110.8%	0.0122
ATR	0.0058	0.0059	0.0001	2.5%	0.0000
Volume	71,237	100,814	29,577	41.5%	448,095

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9939	0.9894	0.9737
R3	0.9861	0.9816	0.9715
R2	0.9783	0.9783	0.9708
R1	0.9738	0.9738	0.9701	0.9722
PP	0.9705	0.9705	0.9705	0.9696
S1	0.9660	0.9660	0.9687	0.9644
S2	0.9627	0.9627	0.9680
S3	0.9549	0.9582	0.9673
S4	0.9471	0.9504	0.9651

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0089	1.0026	0.9785
R3	0.9967	0.9904	0.9752
R2	0.9845	0.9845	0.9740
R1	0.9782	0.9782	0.9729	0.9753
PP	0.9723	0.9723	0.9723	0.9709
S1	0.9660	0.9660	0.9707	0.9631
S2	0.9601	0.9601	0.9696
S3	0.9479	0.9538	0.9684
S4	0.9357	0.9416	0.9651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9665	0.0118	1.2%	0.0064	0.7%	25%	False	False	88,609
10	0.9838	0.9665	0.0173	1.8%	0.0063	0.6%	17%	False	False	89,521
20	1.0059	0.9665	0.0394	4.1%	0.0060	0.6%	7%	False	False	79,028
40	1.0175	0.9665	0.0510	5.3%	0.0056	0.6%	6%	False	False	74,550
60	1.0175	0.9665	0.0510	5.3%	0.0052	0.5%	6%	False	False	65,584
80	1.0175	0.9665	0.0510	5.3%	0.0048	0.5%	6%	False	False	49,513
100	1.0210	0.9665	0.0545	5.6%	0.0050	0.5%	5%	False	False	39,687
120	1.0320	0.9665	0.0655	6.8%	0.0050	0.5%	4%	False	False	33,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0081
2.618	0.9953
1.618	0.9875
1.000	0.9827
0.618	0.9797
HIGH	0.9749
0.618	0.9719
0.500	0.9710
0.382	0.9701
LOW	0.9671
0.618	0.9623
1.000	0.9593
1.618	0.9545
2.618	0.9467
4.250	0.9340

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	0.9710	0.9710
PP	0.9705	0.9705
S1	0.9699	0.9699

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols